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    <title>arma</title>
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    <center>Scilab Function</center>
    <div align="right">Last update : 16/12/2004</div>
    <p>
      <b>arma</b> -  Scilab arma library</p>
    <h3>
      <font color="blue">Description</font>
    </h3>
    <p>
    Armax processes can be coded with Scilab tlist of type <tt>
        <b>'ar'</b>
      </tt>. 
    <tt>
        <b>armac</b>
      </tt> is used to build <tt>
        <b>Armax</b>
      </tt> scilab object. An <tt>
        <b>'ar'</b>
      </tt> 
    tlist contains the fields <tt>
        <b>['a','b','d','ny','nu','sig']</b>
      </tt>. 
  </p>
    <dl>
      <dd>
        <b>armac</b>: this function creates a Scilab tlist which code an  Armax
  process    <tt>
          <b> A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)</b>
        </tt>
        <pre>

--&gt;ar=armac([1,2],[3,4],1,1,1,sig);
 
--&gt;ar('a')   
 ans  =
 
!   1.    2. !
--&gt;ar('sig')
 ans  =
 
    1.  
   
        </pre>
      </dd>
      <dd>
        <b>armap(ar [,out])</b>: Display the armax equation associated with <tt>
          <b>ar</b>
        </tt>
      </dd>
      <dd>
        <b>armap_p(ar [,out])</b>: Display the armax equation associated with <tt>
          <b>ar</b>
        </tt>  using polynomial matrix display.</dd>
      <dd>
        <b>[A,B,D]=armap2p(ar)</b>: extract polynomial matrices from ar representation</dd>
      <dd>
        <b>armax</b>: is used to identify the coefficients of a n-dimensional  ARX process   <tt>
          <b>A(z^-1)y= B(z^-1)u + sig*e(t)</b>
        </tt>
      </dd>
      <dd>
        <b>armax1</b>: armax1 is used to identify the coefficients of a 1-dimensional  ARX process    
         <tt>
          <b>A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)</b>
        </tt>
      </dd>
      <dd>
        <b>arsimul</b>: armax trajectory simulation.</dd>
      <dd>
        <b>arspec</b>: Spectral power estimation of armax processes.  Test of  mese and arsimul</dd>
      <dd>
        <b>exar1</b>: An  Example of ARMAX identification ( K.J. Astrom) The armax process is described by :     a=[1,-2.851,2.717,-0.865]     b=[0,1,1,1]     d=[1,0.7,0.2]</dd>
      <dd>
        <b>exar2</b>: ARMAX example ( K.J. Astrom). A simulation of a bi dimensional version of the example of exar1.</dd>
      <dd>
        <b>exar3</b>: Spectral power estimation of arma processes from Sawaragi et all where a value of m=18 is used. Test of  mese and arsimul</dd>
      <dd>
        <b>gbruit</b>: noise generation</dd>
      <dd>
        <b>narsimul</b>: armax simulation ( using rtitr)</dd>
      <dd>
        <b>odedi</b>: Simple tests of ode and arsimul. Tests the option 'discret' of ode</dd>
      <dd>
        <b>prbs_a</b>: pseudo random binary sequences generation</dd>
      <dd>
        <b>reglin</b>: Linear regression</dd>
    </dl>
    <h3>
      <font color="blue">Author</font>
    </h3>
    <p>J.P.C ; ;   </p>
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